Any progress CME data regarding MBO (Market By Order) exposure?

[JimB17]

Has there been any progress on exposing the CME information regarding Market By Order via NinjaTrader available to an AddOn? This was originally tagged in August 2018 in this thread:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/add-on-development/101130-queue-position

This thread was also along same topic:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1074283-switching-from-cqg-to-rithmic


How a competitor is using Rithmic data to better show the book.

Here is CME info:

https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Market+by+Order+-+Book+Management

Don't need the NinjaTrader software GUI to show this but looking to add it to my own data processing of orders. So available in the API..

[NinjaTrader_Jim]

Hello JimB17,

Thanks for your post.

This is not yet implemented and is still being tracked in the internal ticket SFT-1496. I have noted your feedback so it is in the eyes of the development team.

Please let me know if I can be of further assistance.

[ElMagoR]

SFT-1496 +1 vote for this,

[JMont1]

SFT-1496 +1 vote for this

[WHICKED]

SFT-1496 +1 vote for this

[ElMagoR]

Sft-1496 +1

[NinjaTrader_Jim]

Hello ElMagoR

We already tracked your interest in post #3.

For everyone else, your interest is tracked.

[rmassip]

SFT-1496 +1 vote for this
thanks!

[aviat72]

Is there a way to feed in parsed data from an external MBO feed into NT? I do not think the DLL interface supports it.
I would like the Order Flow Market Depth Map indicator to use the externally provided depth data.

[NinjaTrader_Jim]

Hello aviat72,

I do not think this is possible.We can use Bid Ask and Last from the DLL Interface with the External Data Feed to stream live level 1 data, but we do not have a level 2 feed to provide data to using the DLL interface.

Please let us know if you have any additional questions.

[jvanelli]

SFT-1496 +1 vote for this

[NinjaTrader_Jim]

Thanks for sharing interest jvanelli.

Your vote has been added.

[js497]

SFT-1496 +1 vote for this

[chris07]

SFT-1496 +1 bring it on! Cheers)

[NinjaTrader_Jim]

Thanks for your feedback js497 and chris07,

Votes added!